The asymptotically mean square stability of the linear stochastic pantograph equation

MaRDI QIDQ5452916zbMATH OpenFDO

Authors Zhencheng Fan, M. Z. Liu

Publication date 4 April 2008

zbMATH Keywords

stochastic pantograph equationmean square stablecontinuous \(\theta\)-method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Recommendations

• Mean-square asymptotic stability of \(\theta\)-methods for nonlinear stochastic pantograph differential equations
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Cited in

(11)

• Lyapunov stability of the generalized stochastic pantograph equation
• Stability of numerical method for semi-linear stochastic pantograph differential equations
• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump
• Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation
• Mean-square asymptotic stability of \(\theta\)-methods for nonlinear stochastic pantograph differential equations
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
• The \(\alpha \)th moment stability for the stochastic pantograph equation
• Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
• Mean-square stability of Milstein methods for stochastic pantograph equations
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps

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